+47.0%
IEMG vs AFRM
-21.4%
+68.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | +0.8% |
| 7D | -1.3% | -1.3% | 0.0% | -1.2% |
| 30D | +1.9% | -2.7% | +4.6% | +2.0% |
| 3M | +1.4% | +7.4% | -6.0% | +0.6% |
| 6M | +15.2% | +40.7% | -25.5% | +11.7% |
| YTD | +23.8% | -4.0% | +27.8% | +23.2% |
| 1Y | +30.7% | -12.2% | +42.9% | +30.4% |
| 3Y | +83.3% | +203.1% | -119.8% | +58.7% |
| 5Y | +48.8% | -42.2% | +91.0% | +30.0% |
| All | +47.0% | -21.4% | +68.4% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling